-62.6%
FCEL vs TRGP
+262.4%
-325.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +6.3% | -0.6% | +6.8% | +6.5% |
| 30D | -18.8% | +10.0% | -28.8% | -20.8% |
| 3M | -3.8% | +7.6% | -11.4% | -6.2% |
| 6M | +121.1% | +26.8% | +94.3% | +103.8% |
| YTD | +113.3% | +60.6% | +52.7% | +82.5% |
| 1Y | +173.5% | +82.5% | +91.0% | +124.2% |
| All | -62.6% | +262.4% | -325.0% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling